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Minima volatilidad

Optimize FIRE Projection
Monthly Rebalancing
EUR
Low Risk
Multi-currency
5.0yr backtest

Performance Summary

Total Return+8.29%
Annualized Return+1.60%
Volatility+4.58%
Sharpe Ratio-0.09
Max Drawdown+12.58%

Holdings

Asset Allocation

Asset Class

Bonds 73.0%Equity 10.0%Commodities 7.0%Real Estate 5.0%Precious Metals 5.0%
Holdings Details
A diversified ETF portfolio blending global bonds, equities, commodities, real estate, and gold for broad market exposure and risk management.
AssetTypeAllocationTER
AEGE.XETRA
iShares Global Aggregate Bond ESG ​SRI UCITS ETF EUR Hedged (Acc)IE000APK27S2
ETF
73.0%0.1%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE)DE000A0H0728
ETF
7.0%0.46%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
5.0%0.2%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETFIE00B1FZS350
ETF
5.0%0.59%
SGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
5.0%0.12%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €10,829.19
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 62 months (55%)
Monthly Returns Heatmap
Best month: +3.6% • Worst month: -3.6% • Best year: 2024 (+5.7%) • Worst year: 2022 (-10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.9%-2.1%+1.8%+0.7%-0.5%-0.8%+1.1%+0.1%---+4.1%
2025+1.2%+0.8%-1.0%-0.6%+0.2%+0.2%+0.8%+0.2%+1.6%+1.5%+0.3%-0.3%+5.1%
2024-0.1%-0.3%+1.8%-1.1%+0.5%+1.3%+1.0%+0.9%+1.7%-0.8%+1.5%-0.9%+5.7%
2023+2.4%-2.0%+1.2%-0.0%-0.5%+0.1%+0.8%-0.6%-1.6%-0.9%+3.0%+2.6%+4.5%
2022-1.2%-0.7%-0.2%-1.6%-0.9%-2.9%+3.6%-2.5%-3.6%-1.1%+1.6%-1.7%-10.8%
2021-------+0.1%-0.9%+0.7%+0.1%+0.4%+0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.58% • The longest drawdown period lasted for 3 years and 2 months and was between November 2021 and February 2025. It reached a trough of -12.6%.
When could this portfolio get you to financial independence?

Minima volatilidad returned +1.60% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

76.98

20 payments

Dividend Yield

0.16%

(annualized)

Avg Per Payment

3.85

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202613.08
202515.86
202415.38
202314.98
202215.05
20212.59
Total76.98

Detailed Metrics

Returns
Total Return
+8.29%
Annualized Return
+1.60%
Avg Monthly Return
+0.14%
Risk
Volatility (Annual)
+4.58%
Max Drawdown
+12.58%
Positive Months
55%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
-0.09
Risk-free rate: 2.0%
Sortino Ratio
-0.09
Downside risk adjusted
Return/Volatility
0.35
Calmar Ratio
0.13
Return/Max Drawdown
Ulcer Index
6.13
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
10,829.19
Backtest Period
2021-08-27 to 2026-09-04
5.0 years
Rebalancing
monthly
Base Currency
EUR